+31.0%
DIS vs FTNT
+1,924.1%
-1,893.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +0.9% | +5.7% | -4.9% | -0.3% |
| 30D | +8.9% | -32.1% | +41.0% | +17.0% |
| 3M | +14.5% | -19.5% | +34.0% | +18.0% |
| 6M | +12.2% | +13.8% | -1.5% | +6.0% |
| YTD | +4.7% | +63.1% | -58.4% | -10.1% |
| 1Y | +2.8% | +57.7% | -54.9% | -11.1% |
| 3Y | +38.1% | +154.9% | -116.8% | +1.5% |
| 5Y | -23.6% | +89.3% | -112.9% | -42.7% |
| All | +31.0% | +1,924.1% | -1,893.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling